Optimal Subset Selection of Stochastic Model Using Statistical Hypothesis Test

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dc.contributor.authorChoi, Seon Hanko
dc.contributor.authorKim, Tag-Gonko
dc.date.accessioned2018-04-24T05:07:14Z-
dc.date.available2018-04-24T05:07:14Z-
dc.date.created2016-11-17-
dc.date.created2016-11-17-
dc.date.created2016-11-17-
dc.date.issued2018-04-
dc.identifier.citationIEEE Transactions on Systems, Man, and Cybernetics: Systems, v.48, no.4, pp.557 - 564-
dc.identifier.issn2168-2216-
dc.identifier.urihttp://hdl.handle.net/10203/241313-
dc.description.abstractThis paper proposes an improved algorithm for the optimal subset selection of a stochastic simulation model. The algorithm uses a statistical hypothesis test based on frequentist inference to evaluate the uncertainty about the selection, and it distributes simulation resources to designs for minimizing the uncertainty in each iteration. Several experiments demonstrate the improved performance compared to the other algorithms, and the performance increases significantly as the noise of the model increases. As a result, its high robustness to noise allows the algorithm to efficiently analyze real-world problems.-
dc.languageEnglish-
dc.publisherIEEE Advancing Technology for Humanity-
dc.titleOptimal Subset Selection of Stochastic Model Using Statistical Hypothesis Test-
dc.typeArticle-
dc.identifier.wosid000427628200007-
dc.identifier.scopusid2-s2.0-85044136802-
dc.type.rimsART-
dc.citation.volume48-
dc.citation.issue4-
dc.citation.beginningpage557-
dc.citation.endingpage564-
dc.citation.publicationnameIEEE Transactions on Systems, Man, and Cybernetics: Systems-
dc.identifier.doi10.1109/TSMC.2016.2608982-
dc.contributor.localauthorKim, Tag-Gon-
dc.description.isOpenAccessN-
dc.type.journalArticleArticle-
dc.subject.keywordAuthorOptimal subset selection-
dc.subject.keywordAuthorranking and selection (R&amp-
dc.subject.keywordAuthorS)-
dc.subject.keywordAuthorsimulation-based optimization (SBO)-
dc.subject.keywordAuthorstatistical hypothesis test-
dc.subject.keywordAuthorstochastic model-
dc.subject.keywordPlusSIMULATION BUDGET ALLOCATION-
dc.subject.keywordPlusOPPORTUNITY COST-
dc.subject.keywordPlusOPTIMIZATION-
dc.subject.keywordPlusSYSTEMS-
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